Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681388.1665 | 613275.6244 | 68112.5421 | 211666.1427 | 63200.1529 | 148465.9899 |
Total P&L (%) | 681.3882 | 613.2756 | 68.1125 | 211.6661 | 63.2002 | 148.466 |
Avg Daily Profit (%) | 0.3648 | 0.3283 | 0.0365 | 0.0609 | 0.0262 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105736 | -83515 | -53392 | -533997 | -539885 | -250742 |
Profit Factor | 2.1088 | 2.8676 | 1.238 | 1.0798 | 1.0429 | 1.1259 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 52 | 18 | 34 | 52 | 18 | 34 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 38.2353 | 26.4706 | 50 | 38.2353 | 26.4706 | 50 |
Ratio Avg Win / Avg Loss | 3.4065 | 7.9655 | 1.238 | 1.7443 | 2.8969 | 1.1259 |
Largest Winning Trade | 639189 | 639189 | 45238 | 603745 | 603745 | 178498 |
Largest Losing Trade | -34264 | -29532 | -34264 | -162470 | -111683 | -162470 |
Avg Bars in Trades | 162 | 146 | 178 | 162 | 146 | 178 |
Avg Bars in Winners | 272 | 323 | 246 | 272 | 323 | 246 |
Avg Bars in Losers | 93 | 83 | 109 | 93 | 83 | 109 |
Bars Traded | 22077 | 9972 | 12105 | 22077 | 9972 | 12105 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332681 | -118182 | -253792 | -247513 | -463319 | -319085 |
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 208, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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